By installing Linux over the network, you can get up and running a lot faster. Every time I try this, I end up searching for way too long to find out what mirrors I should be using. Thanks to this post, I was pointed in the right direction.
HTTP Install
Web site name: mirror.centos.org
CentOS directory: /centos-5/5.4/os/x86_64/
Note: Adjust the version number and architecture for whatever you're installing
Note: You can find out the path by drilling down through the directories at mirror.centos.org